Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47720.98 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46326.06 Kr¶

PnL: ---------------------------------------> -562.51 Kr¶

DD now: ---------------------------------> -1.869 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 13:10:38.795570'

Anic Portfolio¶

Today¶

Return: 0.86 %¶

This Week¶

Return: 0.395 %¶

Total¶

Return: 56.226 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 4.220000 3213.600000 242.600000 8.170000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3030.000000 103.000000 3.520000 2927.000000
HEBA B 70 -0.770000 2712.500000 76.500000 2.900000 2636.000010
SAAB B 8 0.470000 3442.400000 65.400000 1.940000 3377.000000
Corem Property Group B 59 0.770000 615.960000 38.960000 6.750000 576.999999
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Samhällsbyggnadsbo. i Norden B 20 1.640000 384.400000 29.400000 8.280000 355.000000
Resurs Holding 22 4.470000 602.140000 28.140000 4.900000 573.999998
AcadeMedia 12 0.910000 584.640000 27.640000 4.960000 557.000004
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
Eastnine 4 0.000000 509.600000 18.600000 3.790000 491.000000
OEM International B 7 1.570000 544.600000 16.600000 3.140000 527.999997
Fastighetsbolag. Emilshus Pref 21 2.230000 577.500000 15.500000 2.760000 562.000005
HMS Networks 2 0.170000 687.600000 14.600000 2.170000 673.000000
Intrum 4 0.260000 537.600000 10.600000 2.010000 527.000000
Coor Service Management Hold. 8 1.810000 539.600000 7.600000 1.430000 532.000000
Boozt 12 2.220000 1660.800000 6.800000 0.410000 1653.999996
Swedbank A 3 0.690000 566.850000 2.850000 0.510000 564.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Essity B 2 0.670000 575.000000 1.000000 0.170000 574.000000
Creaspac SPAC 6 0.100000 576.000000 -1.000000 -0.170000 577.000002
Sampo Oyj SDB 7 1.570000 3846.500000 -3.500000 -0.090000 3850.000000
Handelsbanken A 5 0.370000 542.250000 -3.750000 -0.690000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.020000 563.880000 -6.120000 -1.070000 570.000000
CTEK 13 1.230000 523.770000 -10.230000 -1.920000 533.999999
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.660000 3443.460000 -10.540000 -0.310000 3453.999992
Midsona B 63 1.030000 553.770000 -29.230000 -5.010000 582.999984
Vivesto 1368 1.960000 569.640000 -43.360000 -7.070000 612.999432
International Petroleum Corp. 5 0.560000 541.500000 -53.070000 -8.930000 594.565215
Axfood 13 -0.290000 3630.900000 -125.100000 -3.330000 3756.000001
OX2 18 2.210000 1458.000000 -206.000000 -12.380000 1663.999992
Fasadgruppen Group 35 1.330000 3458.000000 -353.000000 -9.260000 3810.999990
Ovzon 52 0.180000 2896.400000 -465.600000 -13.850000 3361.999992
TOTAL 46326.060000 -562.510000 -1.86904% 46888.564618

Updated:¶

'2023-01-20 13:10:51.315489'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶